The Relationship between Return Dispersion and Stock Index Returns.

碩士 === 健行科技大學 === 財務金融系碩士班 === 103 === This study explores whether the return dispersion could as a powerful factor in asset pricing model, and aim at index component stocks of return, including Taiwan 50 Index, medium 100 index, financial and insurance index, electronic index in 2000-2014 years as...

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Bibliographic Details
Main Authors: Sin-Huen Wang, 王薪惠
Other Authors: 吳佩珊
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/72s93p